Tour v528
TER
TERADYNE INC
$387.70 -0.37%
$386.21 (-0.38%)🌙
as of 09/24 07:12 PM
◀ 9/24 19:12 ▶

Option Volume

Detail
ℹ
Current (09/24) 5,775
Calls: 4,479 (78%)
Puts: 1,296 (22%)
Prior (09/21) 4,972
Calls: 1,836 (37%)
Puts: 3,136 (63%)
Current vs Prior +16.15%
Calls: +143.95% (Calls)
Puts: -58.67% (Puts)
Prior 7-Day Total 37,360
Calls: 20,640 (55%)
Puts: 16,720 (45%)
Prior 7-Day Average 5,337
Calls: 2,948 (55%)
Puts: 2,388 (45%)
Current vs Prior 7-Day Avg +8.20%
Calls: +51.90%
Puts: -45.74%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $7.73M
Calls: $6.21M (80%)
Puts: $1.52M (20%)
Prior (09/21) $8.37M
Calls: $4.91M (59%)
Puts: $3.46M (41%)
Current vs Prior -7.70%
Calls: +26.49%
Puts: -56.14%
Prior 7-Day Total $70.83M
Calls: $40.12M (57%)
Puts: $30.70M (43%)
Prior 7-Day Average $10.12M
Calls: $5.73M (57%)
Puts: $4.39M (43%)
Current vs Prior 7-Day Avg -23.62%
Calls: +8.31%
Puts: -65.36%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.29
Prior (09/21) 1.71
Current vs Prior -83.06%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -71.15%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24) 34,333
Calls: 11,758 (34%)
Puts: 22,575 (66%)
Prior (09/21) 27,473
Calls: 11,645 (42%)
Puts: 15,828 (58%)
Current vs Prior +24.97%
Prior 7-Day Total 201,338
Calls: 80,318 (40%)
Puts: 121,020 (60%)
Prior 7-Day Average 28,762
Calls: 11,474 (40%)
Puts: 17,288 (60%)
Current vs Prior 7-Day Avg +19.37%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.25% | 7.76%12.50% | 24.31%
Prior 6.29% | 9.09%13.89% | 24.34%
Current vs Prior -48.33% | -14.63%-10.04% | -0.11%
Prior 7-Day Avg 5.77% | 9.15%7.77% | 18.20%
Current vs 7-Day Avg -43.64% | -15.11%+60.93% | +33.54%
Prior 7-Day Eod 6.29% | 9.09%13.89% | 24.34%
Current vs 7-Day Eod -48.33% | -14.63%-10.04% | -0.11%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 50.39% | 35.31%
Calls: 47.24% | 33.33%
Puts: 53.54% | 37.29%
Prior 50.39% | 35.31%
Calls: 47.24% | 33.33%
Puts: 53.54% | 37.29%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 32.73% | 21.75%
Calls: 30.82% | 20.88%
Puts: 34.64% | 22.62%
Current vs 7-Day Avg +53.97% | +62.34%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($6.21M) vs puts ($1.52M). Extreme bullish P/C ratio of 0.29 - heavy call buying (4,479 calls vs 1,296 puts). P/C ratio dropping 83% - sentiment shifting bullish. Put-heavy open interest (22,575 puts vs 11,758 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 4 of results (avg 8.2%, best 6.4%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Oct 1639.4042.00$40.706.4%20.71221
$365.00Oct 1635.9038.70$37.307.5%20.673
$315.00Sep 2569.0075.70$72.359.3%30.96--
$320.00Nov 676.8084.60$80.709.7%160.81--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 46 found (avg delta 0.73, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 2544.0050.90$47.4514.5%100.99--
$350.00Sep 2536.1040.20$38.1510.7%20.99--
$355.00Sep 2531.7037.00$34.3515.4%20.9662
$315.00Sep 2569.0075.70$72.359.3%30.96--
$330.00Sep 2554.0059.70$56.8510.0%50.9512
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Oct 1663.8072.00$67.9012.1%10.80--
$400.00Sep 2510.8017.90$14.3549.5%110.76151
$395.00Sep 256.9013.00$9.9561.3%40.656
$407.50Oct 1633.8038.80$36.3013.8%10.60--
$397.50Oct 215.7022.30$19.0034.7%10.59--

Most actively traded options today. High liquidity = easy entry/exit. 154 active (total vol 4.8K, top 954)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Sep 253.408.20$5.8082.8%9540.60862
$397.50Oct 26.2013.50$9.8574.1%8260.416
$410.00Oct 22.409.70$6.05120.7%8260.2912
$372.50Sep 2512.1018.40$15.2541.3%8220.901.0K
$400.00Oct 25.7012.90$9.3077.4%790.39660
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Sep 251.504.30$2.9096.6%690.2989
$370.00Sep 250.002.00$1.00200.0%580.1281
$352.50Oct 166.1012.60$9.3569.5%580.25239
$350.00Sep 250.000.20$0.10200.0%330.01217
$372.50Sep 250.001.25$0.63198.4%330.10--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 28.6%, max 91.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$415.00Sep 25Oct 30125.7%77.9%61.3%320
$405.00Sep 25Oct 287.5%64.1%36.6%738
$402.50Sep 25Oct 288.6%65.1%36.1%2521
$385.00Sep 25Oct 2382.7%64.3%28.8%959872
$375.00Sep 25Oct 981.0%63.2%28.1%565
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Sep 25Oct 23127.8%66.9%91.1%16111
$380.00Sep 25Oct 1681.7%60.8%34.3%72194
$385.00Sep 25Oct 282.7%63.6%30.2%24129
$375.00Sep 25Oct 281.0%65.9%22.9%37153

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 88 found (best R:R 0.74, avg 3.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$325.00$395.00Oct 30$40.30$29.70$40.3080%0.74$365.30
$400.00$420.00Oct 23$5.05$14.95$5.0547%2.96$405.05
$410.00$420.00Oct 2$1.05$8.95$1.0529%8.52$411.05
$380.00$390.00Oct 16$4.20$5.80$4.2057%1.38$384.20
$385.00$387.50Sep 25$0.35$2.15$0.3560%6.14$385.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$365.00Oct 16$0.60$4.40$0.6036%7.33$369.40
$397.50$385.00Oct 2$5.85$6.65$5.8559%1.14$391.65
$330.00$315.00Oct 9$0.55$14.45$0.559%26.27$329.45
$380.00$375.00Oct 2$1.50$3.50$1.5040%2.33$378.50
$370.00$365.00Oct 23$1.45$3.55$1.4536%2.45$368.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 0.81, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$420.00$425.00Oct 23$2.50$2.50$2.5062%1.00$422.50
$405.00$410.00Sep 25$1.03$1.03$3.9782%0.26$406.03
$420.00$425.00Oct 2$1.40$1.40$3.6077%0.39$421.40
$435.00$450.00Oct 9$2.53$2.53$12.4779%0.20$437.53
$395.00$400.00Sep 25$1.70$1.70$3.3064%0.52$396.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$365.00$345.00Oct 23$8.95$8.95$11.0566%0.81$356.05
$345.00$340.00Sep 25$2.12$2.12$2.8889%0.74$342.88
$350.00$340.00Oct 16$3.85$3.85$6.1576%0.63$346.15
$365.00$360.00Oct 2$2.61$2.61$2.3975%1.09$362.39
$335.00$325.00Oct 30$3.60$3.60$6.4076%0.56$331.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $9.62, cheapest $12.57)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$395.00Sep 25Oct 9$12.5787.3%63.3%
$385.00Sep 25Oct 2$10.0582.7%63.6%
$387.50Sep 25Oct 2$8.4562.0%59.3%
$392.50Sep 25Oct 2$8.9264.4%63.6%
$390.00Sep 25Oct 2$9.3561.1%64.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$385.00Sep 25Oct 2$8.3782.7%63.6%
$382.50Sep 25Oct 2$9.6062.8%63.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 2.51% of stock, avg 7.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$387.50Sep 25$5.45$4.30$9.75$377.75$397.252.51%
$382.50Sep 25$8.00$2.40$10.40$372.10$392.902.68%
$385.00Sep 25$5.80$4.78$10.58$374.42$395.582.73%
$380.00Sep 25$9.75$2.90$12.65$367.35$392.653.26%
$377.50Sep 25$12.00$1.48$13.48$364.02$390.983.48%
$395.00Sep 25$4.13$9.95$14.08$380.92$409.083.63%
$375.00Sep 25$13.95$1.63$15.58$359.42$390.584.02%
$372.50Sep 25$15.25$0.63$15.88$356.62$388.384.10%
$400.00Sep 25$2.43$14.35$16.78$383.22$416.784.33%
$370.00Sep 25$17.55$1.00$18.55$351.45$388.554.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 0.94% of stock, avg 5.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$402.50$377.50Sep 25$2.15$1.48$3.63$373.87$406.13
$400.00$377.50Sep 25$2.43$1.48$3.91$373.59$403.91
$450.00$315.00Oct 9$2.97$1.50$4.47$310.53$454.47
$402.50$382.50Sep 25$2.15$2.40$4.55$377.95$407.05
$400.00$382.50Sep 25$2.43$2.40$4.83$377.67$404.83
$450.00$330.00Oct 9$2.97$2.05$5.02$324.98$455.02
$402.50$380.00Sep 25$2.15$2.90$5.05$374.95$407.55
$400.00$380.00Sep 25$2.43$2.90$5.33$374.67$405.33
$392.50$377.50Sep 25$3.33$1.48$4.81$372.69$397.31
$392.50$382.50Sep 25$3.33$2.40$5.73$376.77$398.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 108 found (best R:R 1.70, avg credit $2.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
340/345405/410Sep 25$3.15$1.8571%1.70$341.85$408.15
360/365420/425Oct 2$4.01$0.9952%4.05$360.99$424.01
360/365405/410Oct 2$4.36$0.6442%6.81$360.64$409.36
370/375420/425Oct 2$4.10$0.9042%4.56$370.90$424.10
358/362405/410Sep 25$2.88$2.1266%1.36$359.62$407.88
360/365425/430Oct 2$3.33$1.6757%1.99$361.67$428.33
370/375405/410Oct 2$4.45$0.5531%8.09$370.55$409.45
340/345412/415Sep 25$2.47$2.5371%0.98$342.53$414.97
340/345402/405Sep 25$2.64$2.3667%1.12$342.36$405.14
370/375425/430Oct 2$3.42$1.5847%2.16$371.58$428.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$340.00$350.00Sep 25$0.10$9.904%99.00
$370.00$375.00$380.00Oct 2$0.20$4.8011%24.00
$350.00$360.00$370.00Oct 2$0.75$9.2515%12.33
$387.50$390.00$392.50Sep 25$0.58$1.9216%3.31
$377.50$380.00$382.50Sep 25$0.50$2.0011%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$352.50$355.00$357.50Sep 25$0.25$2.251%9.00
$340.00$345.00$350.00Oct 2$0.70$4.305%6.14
$350.00$352.50$355.00Oct 16$1.10$1.402%1.27
$370.00$372.50$375.00Sep 25$1.37$1.136%0.82
$365.00$370.00$375.00Oct 2$1.68$3.3210%1.98

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 71 found (best net $-4.70, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$420.001:2Oct 16-$5.00$15.00
$435.00$450.001:2Oct 9-$0.44$14.56
$395.00$400.001:2Sep 25-$0.73$4.27
$402.50$405.001:2Sep 25-$1.11$1.39
$430.00$440.001:2Oct 2-$2.12$7.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$407.501:2Oct 16-$4.70$37.80
$407.50$380.001:2Oct 16-$3.70$23.80
$380.00$360.001:2Oct 9-$0.50$19.50
$365.00$345.001:2Oct 23-$0.35$19.65
$385.00$382.501:2Sep 25-$0.02$2.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 6.47%, avg 2.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Oct 30$25.100.455.8%6.47%12.23%1517
$400.00Oct 30$28.700.493.2%7.40%10.58%1--
$415.00Oct 30$23.000.437.0%5.93%12.97%2--
$395.00Oct 30$30.600.511.9%7.89%9.78%1515
$400.00Oct 23$21.600.473.2%5.57%8.74%33200
$420.00Oct 23$15.100.388.3%3.89%12.23%125
$425.00Oct 23$11.600.359.6%2.99%12.61%129
$400.00Oct 16$17.800.443.2%4.59%7.76%44422
$440.00Oct 23$7.700.2813.5%1.99%15.48%1224
$390.00Oct 16$20.200.510.6%5.21%5.80%2--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 4,479
Total Puts 1,296
Put/Call Ratio 0.29
Net Difference 3,183

Prior's Put/Call Breakdown

Total Calls 1,836
Total Puts 3,136
Put/Call Ratio 1.71
Net Difference -1,300

Prior 7-Day Put/Call Summary

Total Calls 20,640
Total Puts 16,720
Average Put/Call Ratio 1.00
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Price — Past 7 Days

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